Pop up box appearing when certain values are selected from drop down list

Hello,

I'm trying to get a popup box to appear if certain values (Silt and Loess - the fail conditions) are selected from a drop down list in cell A9.
I have tried this code:

Private Sub Worksheet_Change(ByVal Target As Excel.Range)

If Worksheets("Cover Sheet").Range("B9").Value = "FAIL" Then
MsgBox ("Emily's message")
End If
End Sub

But can't get it to work. I have also tried a few others I have found online but no luck. I have attached my workbook. Any help would be much appreciated!!

Still doesn't go on that worksheet but I've worked out it does if I create a new worksheet?
So thank you very much!